+7,621.0%
MTB vs GPC
+2,088.4%
+5,532.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -2.0% | -2.1% | +0.1% | -0.9% |
| 30D | +0.1% | -4.5% | +4.7% | +2.3% |
| 3M | -12.1% | -7.7% | -4.4% | -8.8% |
| 6M | +7.3% | +24.3% | -17.0% | -6.0% |
| YTD | +11.5% | +3.5% | +8.1% | +5.8% |
| 1Y | +21.3% | +0.7% | +20.5% | +16.6% |
| 3Y | +104.1% | 0.0% | +104.1% | +89.4% |
| 5Y | +61.8% | +5.8% | +56.0% | +43.9% |
| 10Y | +115.4% | +75.8% | +39.6% | +44.3% |
| All | +7,621.0% | +2,088.4% | +5,532.6% | +2,404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling